For my own future reference, here is an unofficial, unsupported guide to building winuae c1be5812d725905a82561dbea8efd77f18e31e3a:

1. Get Visual Studio 2017 Community edition (include at least "Desktop development with C++", make sure Win8.1SDK+XP Support+VC++ 2015.3 tool set are all checked)
2. Get WinUAE source code
2. Download nasm and add it to your path (or put it in winuae/od-win32)
3. Get winuaeinclibs_2015.zip and extract to c:\dev
4. Download the DirectX SDK and install headers/libraries (you can install them to c:\dev - if you do copy the relevant lib files from lib\<arch> otherwise add them to VC++ directories later on).
5. Get aros.rom.cpp somehow and put it in the winuae source folder
6. From a command prompt, go to winuae\od-win32 and execute "asm.cmd"
7. Make sure d:\amiga exists and is writable (use "subst" if necessary). You can probably also change the output folder.
8. Open the winuae solution in MSVC (WinUAE\od-win32\winuae_msvc15\winuae_msvc.sln)
9. Add softfloat/softfloat_fpsp.cpp to the winuae project (Note MSVC crashed when I tried to do this from the IDE, so I just modified the vcxproj file manually!)
10. Change configuration to "Release" and build the projects manually in alphabetical order. (Ignore uaeunp)
11. Enjoy d:\amiga\winuae.exe